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subject:"Volatility"
person:"Audrino, Francesco"
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Volatility
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Audrino, Francesco
Koopman, Siem Jan
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Todorov, Viktor
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Li, Jia
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Kumar, Dilip
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Li, Yingying
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Teräsvirta, Timo
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Maheswaran, S.
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Silvennoinen, Annastiina
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Swanson, Norman R.
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Fan, Jianqing
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Ghysels, Eric
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Lucas, André
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Mykland, Per A.
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Rodriguez, Gabriel
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Spokojnyj, Vladimir G.
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Alizadeh, Sassan
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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ECONIS (ZBW)
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Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2008
Persistent link: https://www.econbiz.de/10003903349
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Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2007
Persistent link: https://www.econbiz.de/10003597924
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